2 papers
q-fin.TR2023
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
Jiafa He, Cong Zheng, Can Yang
We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and sellin…
q-fin.ST2020
On the Bound of Cumulative Return in Trading Series and the Verification Using Technical Trading Rules
Can Yang, Junjie Zhai, Helong Li
Although there is a wide use of technical trading rules in stock markets, the profitability of them still remains controversial. This paper first presents and proves the upper boun…